UB, you don't have to leave any air in the tank, but you more than likely will have some trapped air. Be ideal to place a pressure gage on one of the fittings, but not a have to.
What ever you do, have a length of hose from the pump to the tank and a safe place to get behind. No fun getting hit by pressurized water if it burps.
I've done lots of high pressure testing over the years under controlled conditions with water, oil, and nitrogen gas. You can never be safe enough. And I have split 9-5/8" OD casing/pipe at 10,000 psi with 350 degrees on the test cell. Lets just say, things get real excited real quick!